PA PB PC PD PE PF PG PH PI PJ PK PL PM PN PO PP PQ PR PS PT PU PV PW PX PY PZ

- pacf
- computes the (sample) partial autocorrelation function for the time series x. The output vector starts with the partial autocorrelation coefficient phi_1 at lag 1. The next entries are phi_2 ... phi_k.
- pacfplot
- plots the (sample) partial autocorrelation function of the time series x. The plot starts with the partial autocorrelation phi_1 at lag length 1.
- paf
- paf selects rows of an object depending on a given vector. All elements of the first argument are taken if the corresponding vector element is unequal to 0. Otherwise they are dropped.
- pancoint
- computes FM-OLS estimates for cointegration equations with homogenous cointegration parameters and heterogeneous short-run dynamics and deterministics
- pandyn
- estimates dynamic panel data models with GMM
- pandyn2
- second step of the 2-stage dynamic GMM
- panelmain
- loads the libraries needed by the quantlets in panel library.
- paneltest
- tests the integrity of the panel library. Is invoked by vertest().
- panfix
- estimation of a static Fixed-Effects-Model
- panhaus
- Hausman test for correlation between the regressors and the individual effects
- panlag
- computes the lag of the variable
- panopt
- used to specify optional parameters of the quantlets panfix and panrand. Each option consists of a string s and a number n (in this order).
- panrand
- estimation of a static Random-Effects-Model
- pansort
- sorts data set according to individuals
- panstats
- computes summary statistics of the variables
- pantime
- subtracts the mean of period t from the model variables to account for fixed time effects.
- panunit
- computes the unit root statistics for panel data
- parzen
- Calculates the parzen window. Parzen windows classification is a technique for nonparametric density estimation, which can also be used for classification. In the Parzen window (Parzen, 1961), for each frequency, the weights for the weighted moving average of the periodogram values are computed as:
- pca
- PCA performs a Principal Component Analysis for x. It is possible to choose interactively between different criteria for the PCA's and confidence intervals.
- pcad
- pcad estimates the additive components, the significant directions and the regression on principal components
- pdfb
- pdfb returns the value of the density of the beta distribution function for elements of an array.
- pdfb2
- Pdfb2 returns the values of the density function of the beta-distribution with parameters a and b for the elements of an array.
- pdfbin
- computes the probability function of a binomial distribution B(n,p) at a grid x
- pdfbin2
- returns the values of the density function of a binomial distribution with parameters n and p for the elements of an array x.
- pdfBurr
- returns the values of the probability density function of the Burr distribution with parameters alpha, lambda, tau for the elements of an array.
- pdfc
- pdfc returns the value of the density of the chi-square-distribution with d degrees of freedom for elements of an array.
- pdfcauch
- computes probability density function of the Cauchy distribution
- pdfcdfraninit
- support quantlet for pdf, cdf, and random number generators
- pdfchi2
- Pdfchi2 returns the values of the density function of the chi-square distribution with d degrees of freedom for the elements of an array.
- pdferlang
- returns the values of the Erlang density function with parameters a and b for the elements of an array.
- pdfexp
- returns the values of the probability density function of the exponential distribution with parameter beta for the elements of an array.
- pdff
- pdff returns the value of the density of the F-distribution with d and e degrees of freedom for elements of an array.
- pdff2
- Pdff2 returns the values of the density function of the F-distribution with d1 and d2 degrees of freedom for the elements of an array.
- pdfgamma
- returns the values of the Gamma density function with parameters a and b for the elements of an array.
- pdfgammaif
- returns the values of the probability density function of the gamma distribution with parameters alpha and (1/beta) for the elements of an array.
- pdfgeom
- computes the probability function of a geometric distribution Ge(p) at a grid x
- pdfghd
- calculates the density of generalized hyperbolic distribution
- pdfHeston
- computes the probability density function in Heston stochastic volatility model.
- pdfHestonInt
- auxiliary quantlet used by pdfHeston.
- pdfhyp
- generates density of univariate hyperbolic (HYP) distribution
- pdflevy
- computes probability density function of the Levy distribution
- pdfln
- returns the values of probability density function of the lognormal distribution with parameters mu and sigma for the elements of an array.
- pdfmixexp
- returns the values of the probability density function of the mixture of exponentials distributions with parameters alpha, beta1 and beta2 for the elements of an array.
- pdfn
- pdfn returns the value of the density of the standard normal distribution for elements of an array.
- pdfn2
- Pdfn2 returns the values of the density function of the standard normal distribution for the elements of an array.
- pdfnig
- generates the pdf of Normal Inverse Gaussian (NIG) distribution
- pdfPareto
- returns the values of the probability density function of the Pareto distribution with parameters alpha and lambda for the elements of an array.
- pdfpois
- computes the probability density function of a Poisson distribution Po(lambda) at a grid x
- pdfstab
- computes probability density function of stable distribution
- pdft
- pdft returns the value of the density of the t-distribution with d degrees of freedom for elements of an array.
- pdft2
- Pdft2 returns the values of the density function of the t-distribution with d degrees of freedom for the elements of an array.
- pdfWeibull
- returns the values of the probability density function of the Weibull distribution with parameters beta and tau for the elements of an array.
- pdfx
- pdfx returns the value of the extreme value and generalized pareto densities for elements of a vector.
- permutation
- generates randomly p permutations of {1,...,n}
- pgram
- computes and plots the raw (log) periodogram of a time series
- phigen
- auxiliary quantlet for full VAR model analysis
- pickandsgp
- Pickands estimator for the Generalized Pareto model.
- pickandsgpdiag
- Vector of Pickands estimator for GP model.
- plmhetexog
- plmhetexog estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of exogenous variables
- plmhetmean
- plmhetmean estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of the mean. We use the replication technique to estimate the variance functions.
- plmhett
- plmhett estimates the parameter part in partially linear heteroscedastic models, in which the variance is an unknown function of nonparametric variables
- plmk
- plmk estimates the parameter part in partially linear models by using kernel to approximate the nonparametric part
- plmlorg
- plmlorg estimates the parameter part in partially linear models by local polynomail to approximate the nonparametric part
- plmls
- plmls estimates partially linear models by using least squares spline to approximate the nonparametric part.
- plmp
- plmp estimates the parametric part in partially linear models by using piecewise polynomial to approximate the nonparametric part
- plmtest
- plmtest verifies the PLM quantlets.
- plogspline
- probabilities from a logspline density - auxiliary quantlet for logspline density estimation
- plot
- convenient function for plotting results. Creates a global variable (plotdisplay) that contains a plot with at most five dataparts.
- plot2
- Plots the first two columns from a multivariate dataset.
- plot3d
- easy way to create nice plots of 3D data
- plotandrews
- Plots andrews curves from a multivariate dataset andrews.
- plotbar
- plots each variable in a separate barchart
- plotbox
- High level routine for boxplots.
- plotboxcl
- high level routine for boxplots of classified data.
- plotboxgrouped
- Generates a boxplots for grouped data with mean line (dotted) and median line (solid).
- plotcandlesticks
- Creates a display with candlesticksplot
- plotcoxcomb
- shows a coxcomb plot, a special pie chart, where the frequency of an observed attribute is proportional to the area of the corresponding segment and the angles of the segments are all equal. Consequently, the frequency of the attribute is proportional to the square of the radius of the segment.
- plotDOcorr
- plotting quantlet for the quantlet DOcorr
- plotdot
- High level routine for dotplots.
- plotdotcl
- high level routine for dotplots of classified data.
- plotdotcl2
- high level routine for dotplots of classified data.
- plotface
- plots and prints Flury faces interactively
- plotfd
- plots the functional object fd
- plotfdacorr
- plots the corr surface of fdobject
- plotfdacov
- plots the cov surface of fdobject
- plotfdavar
- plots object from the variance function of a functional object fd
- plotgt
- Interactive grand tour and projection pursuit methods of a multivariate dataset.
- plothare
- plots a hare density, distribution function, hazard function or survival function for a model estimated by harefit.
- plothist
- Plots a histogram of x
- plothistcl
- Plots histograms of classified data.
- plothistwtd
- Plots a weighted histogram of x
- plotir
- Plots impulse response functions (ir) of a K-dimensional VAR(p) optionally with up to four different confidence intervals or confidence limits. Different methods for computing confidence intervals for impulse responses are thus graphically comparable. Optionally, the appearance of the graphical out
- plotITT
- plots desired components of an implied trinomial tree
- plotlogspline
- produces a plot of a logspline fit at n equally spaced points covering the support of the density.
- plotlorenz
- plots a Lorenz curve
- plotmain
- Generates constants and loads all libraries necessary for the high level graphics of plot.
- plotmosaic
- Graphical Contingency Table
- plotnan
- Plots a data set in a scatterplot and includes the missing values in the data.
- plotpcp
- Plots a parallel coordinates plot from a multivariate dataset.
- plotscml
- Plots a scatterplotmatrix with common axes where all plots are linked.
- plotspleplot
- plotspleplot runs spread and level plot
- plotsplom
- Plots a scatterplot matrix from a multivariate dataset x.
- plotstar
- Plots a star diagram.
- plottest
- Tests the quantlets of the plot library.
- pmreg
- Estimation of the regression function in a nonparametric regression model using the taut string method.
- polyevalgd
- computes polynomial basis and its derivatives.
- portmant
- calculates the multivariate portmanteau statistic
- powell
- powell calculates the semiparametric estimator proposed by Powell (1987) of the slope coefficients of the outcome equation in a sample selection model.
- power
- calculates x to the power of exponent
- ppftind
- computes the Friedman Tukey index (integral about the squared density of the projected data) via kernel density estimation
- ppmain
- Generates constants and loads all libraries necessary for pp.
- ppsj1ind
- computes the Sibson Jones index which considers the deviations from the normal density for univariate data.
- ppsj2ind
- computes the Sibson Jones index which considers the deviations from the normal density for bivariate data
- pptest
- Tests the quantlets of the pp library.
- Prints a display or its data part
- printingList
- auxiliary quantlet for grcarttree Generates vectors of characters to be displayed. For the non-terminal nodes prints the splitting variable and the splitting point. The information is printed in the following form: "X1<=5.2", that is, variables are denoted with X1,...,Xp. For the terminal nodes the
- probbs
- sets optional parameters for linregbs interactively
- probfs2
- sets optional parameters for linregfs interactively
- probsw
- sets optional parameters for linregstep interactively
- proc
- defines a procedure with the input parameters and output parameters
- prod
- prod computes the product of the elements of an array regarding a given dimension.
- prodex
- an extended form of the prod function - NaN and all values contained in excl are excluded from computation
- prognos2
- Forecasts of undifferenced series for VAR Models
- prognose
- forecasting in VAR models
- pswap
- exchanges the category labels of a vector into other ones. Here the old category labels as well as the targed category labels have to be specified. Don't specify categories which should remain unchanged
- putglobal
- putglobal generates a global variable

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